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A Demonstration of the PMF-Extraction Approach: Modeling The Effects of Sound on Crowd Behavior
Cornwell, Jason B; Silverman, Barry G; O'Brien, Kevin; … - 2002
The vast majority of psychology, sociology, and other social-science literature describing human behavior and performance does not reach the eyes of those of us working in the modeling and simulation community. Our recent work has been concerned with the extraction and implementation of Human...
Persistent link: https://www.econbiz.de/10009438993
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Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts
Ackert, Lucy; Tian, Yisong S. - 2000
This paper examines pricing in the market for depositary receipts, securities designed to track the performance of a stock index that trade like shares of stock. Arbitrage costs are low because these assets have low fundamental risk, low transactions costs, and high dividend yields. We find that...
Persistent link: https://www.econbiz.de/10009459103
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An Autoregressive Conditional Filtering Process to remove Intraday Seasonal Volatility and its Application to Testing the Noisy Rational Expectations Model
Cho, Jang Hyung - 2008
pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We … embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component …. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance …
Persistent link: https://www.econbiz.de/10009460480
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TERA- A Tool for Aero-engine Modelling and Management
Ogaji, S. O. T.; Pilidis, Pericles; Hales, Richard - 2007
incorporates multi-disciplinary modules for modellinggas turbine and aircraft performance, estimation of engine weight, noise and …
Persistent link: https://www.econbiz.de/10009463009
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A Process for the Quantification of Aircraft Noise and Emissions Interdependencies
de Luis, Jorge - 2008
terms of flight characteristics, fuel burn, noise, and emissions. These coefficients are then utilized to model flight …
Persistent link: https://www.econbiz.de/10009475757
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Approximate Maximum-Likelihood Estimation Of Circle Parameters Using A Phase-Coded Kernel
Zelniker, Emanuel; Clarkson, Ian Vaughan L. - 2004
The accurate fitting of a circle to noisy measurements of points on its circumference is an important and much-studied problem in statistics. Atherton & Kerbyson (Image and Vision Computing 17, 1999, 795-803) have proposed a complex convolutional circle parameter estimator. One of the estimators...
Persistent link: https://www.econbiz.de/10009448050
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An agent-based stochastic volatility model
Simone Alfarano - 2006
The behavioral origins of the stylized facts of financial returns have been addressed in a growing body of agent-based models of financial markets. While the traditional efficient market viewpoint explains all statistical properties of returns by similar features of the news arrival process, the...
Persistent link: https://www.econbiz.de/10009429011
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Sensitivity of Investor Reaction to Market Direction and Volatility: The Case of Dividend Change Announcements
Koch, Paul D.; Docking, Diane Scott - 2004
This study examines whether investor reactions are sensitive to the recent direction and/orvolatility of underlying market movements. We find dividend change announcements elicit agreater change in stock price when the nature of the news (good or bad) goes against the grain ofthe recent market...
Persistent link: https://www.econbiz.de/10009430932
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Rahmenkonzept für Altersvorsorgeforschung zur Modellierung der Altersvorsorgebereitschaft - Psychologische Ansätze und empirische Untersuchung
Salek, Magdalena - 2010
Die Dissertation leistet einen Beitrag zur Systematisierung konzeptioneller Überlegungen zur Altersvorsorgeforschung und erweitert die Erkenntnisse auf diesem Gebiet um vielfältige empirische Befunde hinsichtlich der individuellen Sichtweise der Altersvorsorge. Hierfür wurde ein theoretisch...
Persistent link: https://www.econbiz.de/10009434670
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Essays on Risk Aversion, Diversification and Non-Participation
Hibbert, Ann Marie - 2008
My dissertation consists of three essays. The central theme of these essays is the psychological factors and biases that affect the portfolio allocation decision. The first essay entitled, “Are women more risk-averse than men?” examines the gender difference in risk aversion as revealed by...
Persistent link: https://www.econbiz.de/10009460481